The asset-or-nothing European option pays at t = T the value of the stock when
at time T that value exceeds or is equal to the exercise price E, and nothing if
the value of the stock is below E. So, ...

Path-dependent options in BS framework is intuitive to price with monte-carlo under risk-neutral measure, however it appears that several kinds can be priced with PDEs. I understand how does the story ...

I am looking for R or Matlab code examples of multi-barrier-options (or multi-barrier reverse convertibles) with at least 3 underlyings. Do you have such code or can you point me to a place where I ...

I understand that Stochastic Vol Models should be used when Exotic Option payoff is Volatility dependent (such as Variance Swaps and Volatility Swaps).
Stochastic Vol Models should also be used when ...

I am new to the topic of Asian options. Assume I want to price an Asian put (fixed strike, discrete average) in the Black Scholes world. I know implementations to calculate the value but what is the ...

By "exotic" I mean anything that is not a plain vanilla swap, swaption, cap or floor. Also any IR hybrids if appropriate.
Possible examples would be:
CMS and CMS spread options
Multi-callable swaps
...

What is an efficient method of pricing callable range accruals on rate spreads? As an example:
A cancellable 30 year swap which pays 6M Libor every 6M multiplied by the number of days the spread of ...